+589.7%
NTAP vs SMTC
+504.7%
+85.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +2.2% | +22.5% | -20.3% | -3.1% |
| 30D | -7.0% | +24.9% | -31.9% | -13.0% |
| 3M | +12.3% | +4.1% | +8.2% | +8.1% |
| 6M | +85.1% | +92.6% | -7.4% | +47.1% |
| YTD | +74.8% | +122.5% | -47.7% | +32.4% |
| 1Y | +52.7% | +166.2% | -113.5% | +8.6% |
| 3Y | +147.7% | +577.2% | -429.5% | +11.5% |
| 5Y | +124.8% | +119.0% | +5.8% | +45.0% |
| 10Y | +589.7% | +527.9% | +61.8% | +190.3% |
| All | +589.7% | +504.7% | +85.0% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling